An Empirical Investigation of Stock Markets

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This book explores the empirical analysis of stock markets using the Cross-Correlation Function (CCF) approach. It delves into the relationships between different stock market indices and examines how they influence one another over time. The author presents a comprehensive methodology for analyzing market dynamics and provides insights into market efficiency, volatility, and interdependencies. By employing empirical data, the work aims to enhance understanding of market behavior and inform investment strategies.